ANALISIS PERBANDINGAN KINERJA PORTOFOLIO REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL MENGGUNAKAN METODE SNAIL TRAIL

PUTRI INDAH MELATI, NIM : 17108030019 (2021) ANALISIS PERBANDINGAN KINERJA PORTOFOLIO REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL MENGGUNAKAN METODE SNAIL TRAIL. Skripsi thesis, FAKULTAS EKONOMI DAN BISNIS.

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Abstract

This study aims to measure the portfolio performance of Islamic and conventional equity funds and to compare whether the two mutual funds can beat the performance of the JII and IHSG. The sample consists of 10 Islamic equity funds and 10 conventional equity funds listed on the IDX for the 2016-2020 period. The analytical method used is the comparative method with the Mann-Whitney U Test using the help of the SPSS program. Performance measurement uses the Snail Trail method and the mutual fund ranking method, namely the RAR, Risk Ratio, and Snail Trail methods. The results showed that there was no significant difference between the portfolio performance of Islamic equity funds with conventional mutual fund portfolios based on the Snail Trail method with the Sig. amounting to 0.089 the value> 0.050 probability. The performance of Islamic equity funds with the JII benchmark shows that there is no significant difference with the Sig. amounting to 0.407 the value> 0.050 probability. And the performance of conventional equity funds with the JCI benchmark also showed that there was no significant difference with the Sig. amounting to 0.189 the value <probability 0.050. Based on the rating of mutual funds, the first rank in sharia mutual funds is Sucorinvest Sharia Equity Fund, second rank is Trim Syariah Saham and third rank is Manulife Syariah Sektoral Amanah Class A. In conventional mutual funds, the first rank is Sucorinvest Equity Fund, second place is Schorder Dana Prestasi Plus, and the third rank is Batavia Dana Saham Optimal.

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